+207.4%
ALAB vs TSEM
+318.8%
-111.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.8% | +1.4% | +2.7% |
| 7D | -26.3% | -17.5% | -8.8% | -14.2% |
| 30D | -50.1% | -44.7% | -5.4% | -22.5% |
| 3M | -42.5% | -38.9% | -3.6% | -17.8% |
| 6M | -10.8% | -36.7% | +25.8% | +22.8% |
| YTD | +14.6% | +17.0% | -2.3% | -4.2% |
| 1Y | +17.1% | +62.8% | -45.7% | -26.4% |
| All | +207.4% | +318.8% | -111.4% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TSEM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling